+13.8%
VRT vs SMR
-87.0%
+100.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -4.5% | -8.4% | -11.6% |
| 7D | -15.4% | -9.5% | -5.9% | -12.9% |
| 30D | -19.0% | -33.2% | +14.2% | -9.7% |
| 3M | -23.8% | -45.9% | +22.1% | -11.8% |
| 6M | -37.9% | -57.9% | +20.0% | -24.2% |
| YTD | +27.0% | -63.8% | +90.8% | +51.4% |
| 1Y | +13.8% | -85.6% | +99.4% | +84.8% |
| All | +13.8% | -87.0% | +100.8% | +84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SMR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling